From rich archival sources, the authors reconstruct the evolution of a program first run on ENIAC in April 1948 by a team including John and Klara von Neumann and Nick Metropolis. This was not only the first computerized Monte Carlo simulation, but also the first code written in the modern paradigm, usually associated with the “stored program concept,” ever executed. Thomas Haigh, Mark Priestley & Crispin Rope, “Los Alamos Bets On ENIAC: Nuclear Monte Carlo Simulations 1947-48”  IEEE Annals of the History of Computing 36:3 (July-September 2014):42-63.

Technical Reports

The Monte Carlo programs used in 1948 were long, complicated pieces of code. A full technical description would be impossible within the confines of a journal article, so we produced a set of online technical reports and resources.

• Mark Priestley & Thomas Haigh, Monte Carlo Computation Analysis (version 1.0, January 2016):  A technical report describing the evolution of planning for the Monte Carlo calculations from an initial plan of computation in 1947 through various revisions to the second major version of the program code.
• Mark Priestley & Thomas Haigh, Monte Carlo Second Run Code Reconstruction and Analysis (version 1.0, January 2016): A technical report describing in detail the function and structure of the “Second Run” version of the 1948 ENIAC Monte Carlo code. Includes a complete annotated transcript of the archival code for this historic program.
• Mark Priestley, Monte Carlo Second Run Flow Diagram From Code: A neatly redrawn flow diagram in the notation used for the project, based on a draft archival version but updated to reflect the code itself.

Original Sources

• Monte Carlo Flow Diagram, December 9, 1947, in John von Neumann Papers, Library of Congress Manuscripts Division box 12, folder 6. Reproduced with permission of Marina von Neumann Whitman.
• Klara von Neumann et al, 1949, “Actual Running of the Monte Carlo Problems on the ENIAC” in John von Neumann Papers, Library of Congress Manuscripts Division box 12, folder 6. Reproduced with permission of Marina von Neumann Whitman.
• Monte Carlo Second Run Code, archive version, in John von Neumann Papers, Library of Congress Manuscripts Division box 12, folder 5. Reproduced with permission of Marina von Neumann Whitman.